Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2019

• Adcock, Robert & Gradojevic, Nikola, 2019, "Non-fundamental, non-parametric Bitcoin forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 531, issue C, DOI: 10.1016/j.physa.2019.121727.
• Chan, Wing Hong & Le, Minh & Wu, Yan Wendy, 2019, "Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 107-113, DOI: 10.1016/j.qref.2018.07.004.
• Matkovskyy, Roman, 2019, "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 270-279, DOI: 10.1016/j.qref.2018.09.005.
• Smales, L.A., 2019, "Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 234-252, DOI: 10.1016/j.iref.2018.09.001.
• Adachi-Sato, Meg & Vithessonthi, Chaiporn, 2019, "Corporate debt maturity and future firm performance volatility," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 216-237, DOI: 10.1016/j.iref.2018.11.001.
• Urquhart, Andrew & Zhang, Hanxiong, 2019, "The performance of technical trading rules in Socially Responsible Investments," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 397-411, DOI: 10.1016/j.iref.2019.05.002.
• Liu, Dehong & Qiu, Qi & Hughen, J. Christopher & Lung, Peter, 2019, "Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 557-571, DOI: 10.1016/j.iref.2019.04.005.
• Lin, Tiantian & Liu, Dehong & Zhang, Lili & Lung, Peter, 2019, "The information content of realized volatility of sector indices in China’s stock market," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 625-640, DOI: 10.1016/j.iref.2019.08.008.
• Zargar, Faisal Nazir & Kumar, Dilip, 2019, "Informational inefficiency of Bitcoin: A study based on high-frequency data," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 344-353, DOI: 10.1016/j.ribaf.2018.08.008.
• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2019, "Multiresolution analysis and spillovers of major cryptocurrency markets," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 191-206, DOI: 10.1016/j.ribaf.2019.03.003.
• Sabkha, Saker & de Peretti, Christian & Hmaied, Dorra, 2019, "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 106-133, DOI: 10.1016/j.ribaf.2019.04.005.
• Katsiampa, Paraskevi, 2019, "An empirical investigation of volatility dynamics in the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 322-335, DOI: 10.1016/j.ribaf.2019.06.004.
• Mohti, Wahbeeah & Dionísio, Andreia & Vieira, Isabel & Ferreira, Paulo, 2019, "Regional and global integration of Asian stock markets," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 357-368, DOI: 10.1016/j.ribaf.2019.06.003.
• Omane-Adjepong, Maurice & Ababio, Kofi Agyarko & Alagidede, Imhotep Paul, 2019, "Time-frequency analysis of behaviourally classified financial asset markets," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 54-69, DOI: 10.1016/j.ribaf.2019.04.012.
• Hillesland, Marya, 2019, "Gender differences in risk behavior: An analysis of asset allocation decisions in Ghana," World Development, Elsevier, volume 117, issue C, pages 127-137, DOI: 10.1016/j.worlddev.2019.01.001.
• Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2019, "Debt deflation effects of monetary policy," Chapters, Edward Elgar Publishing, chapter 9, "Financial Regulation and Stability".
• Md. Nazmul Ahsan & Jean-Marie Dufour, 2019, "A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A008.
• Swee-Sum Lam & Tao Li & Weina Zhang, 2019, "Unveil the economic impact of policy reversals: the China experience," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 1, pages 16-36, January, DOI: 10.1108/CFRI-04-2018-0033.
• Shalini Aggarwal & Abhay Raja, 2018, "Stock market interlinkages among the BRIC economies," International Journal of Ethics and Systems, Emerald Group Publishing Limited, volume 35, issue 1, pages 59-74, November, DOI: 10.1108/IJOES-04-2018-0064.
• Dror Parnes & Srinivas Nippani, 2019, "The integration of mortgage and capital markets: a tale of two administrations," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 11, issue 3, pages 405-431, May, DOI: 10.1108/JFEP-09-2018-0130.
• Peterson K. Ozili, 2019, "Non-performing loans and financial development: new evidence," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 1, pages 59-81, January, DOI: 10.1108/JRF-07-2017-0112.
• Azza Bejaoui & Salim Ben Sassi & Jihed Majdoub, 2019, "Market dynamics, cyclical patterns and market states," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 585-604, November, DOI: 10.1108/SEF-08-2019-0302.
• Vu, T.N. & Vo, D.H. & McAleer, M.J., 2019, "Rent Seeking for Export Licenses: Application to the Vietnam Rice Market," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-09, Mar.
• Imed Medhioub & Mustapha Chaffai, 2019, "Islamic finance and herding behavior theory: a sectoral analysis for Gulf Islamic stock market," Working Papers, Economic Research Forum, number 1324, Aug, revised 21 Aug 2019.
• Kieran Xuereb & Simon Grima & Frank Bezzina & Andre Farrugia & Pierpaolo Marano, 2019, "The Impact of the General Data Protection Regulation on the Financial Services’ Industry of Small European States," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 243-266.
• Pınar Evrim Mandacı & F. Dilvin Taskın & Zeliha Can Ergun, 2019, "Adaptive Market Hypothesis," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 84-101.
• Letife Özdemir & Ercan Özen & Simon Grima & Yannis Thalassinos, 2019, "Causality between Spot and Future Markets of the Borsa Istanbul Index and the Dow Jones Industrial Average," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 9, issue 3-4, pages 115-131.
• Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019, "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/092, Jan.
• Joao Dionísio Monteiro & Ernesto Raúl Ferreira, 2019, "Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 4, pages 384-414, August.
• Jiri Witzany & Milan Ficura, 2019, "Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 5, pages 463-488, October.
• Nathan Converse & Enrico Mallucci, 2019, "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1261, Oct, DOI: 10.17016/IFDP.2019.1261.
• Sergio A. Correia & Stephan Luck, 2019, "test anna templatetype feb 14 Once Upon a Time in the Banking Sector: Historical Insights into Banking Competition," Liberty Street Economics, Federal Reserve Bank of New York, number 20190923, Sep.
• İbrahim Korkmaz KAHRAMAN, Habib KÜÇÜKŞAHİN, Emin ÇAĞLAK, 2019, "The Volatility Structure of Cryptocurrencies: The Comparison of GARCH Models," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2.

2018

• Jukka Ilomäki & Hannu Laurila, 2018, "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 405-419, December.
• Ulrich Hounyo & Rasmus T. Varneskov, 2018, "Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-16, Apr.
• Mehmet İslamoğlu & Samet Çankaya, 2018, "Prediction Of Financial Succes Using Financial Failure Models: An Empiricial Analysis On Firms Listed İn BIST XELKT Index," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 110, pages 111-134, October, DOI: https://doi.org/10.33203/mfy.451456.
• Mete Han Yağmur & Gencay Karakaya, 2018, "Structural Changes in Chinese Industrial Sector: Lessons for Emerging Economies," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 110, pages 161-174, October, DOI: https://doi.org/10.33203/mfy.451350.
• R. M. Ammar Zahid & Muzammil Khurshid, 2018, "Impact Of Safta On Capital Market Integration Of South Asia: Evidence From Cointegration Analysis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 21, pages 79-96, June.
• Vrins, Frédéric, 2018, "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018005, Jan.
• Laurence Kotlikoff, 2018, "Misreading the Great Recession and Applying the Wrong Fix," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue supplemen, pages 21-43, November.
• Oliver Linton & Soheil Mahmoodzadeh, 2018, "Implications of High-Frequency Trading for Security Markets," Annual Review of Economics, Annual Reviews, volume 10, issue 1, pages 237-259, August, DOI: 10.1146/annurev-economics-063016-10.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers, arXiv.org, number 1802.02127, Feb.
• Mesias Alfeus & Martino Grasselli & Erik Schlogl, 2018, "A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors," Papers, arXiv.org, number 1809.06643, Sep.
• Yu Feng & Ralph Rudd & Christopher Baker & Qaphela Mashalaba & Melusi Mavuso & Erik Schlogl, 2018, "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models," Papers, arXiv.org, number 1810.09112, Oct.
• Olha Tylchyk & Olena Dragan & Olena Nazymko, 2018, "Establishing The Ratio Of Concepts Of Counteraction To Legalization (Laundering) Of Illegally-Obtained Income And Counteraction To The Shadow Economy: The Importance For Determining Performance Indicators Of The European Integration Processes," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-341-345.
• Paul Wohlfarth & Xiaohong Chen, 2018, "The Effect of Monetary Policy on Global Fixed Income Covariances," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1801, Feb.
• Kaetlynd McRae & Danny Auger, 2018, "A Primer on the Canadian Bankers' Acceptance Market," Discussion Papers, Bank of Canada, number 18-6, DOI: 10.34989/sdp-2018-6.
• Russell Barnett & Konrad Zmitrowicz, 2018, "Assessing the Impact of Demand Shocks on the US Term Premium," Discussion Papers, Bank of Canada, number 18-7, DOI: 10.34989/sdp-2018-7.
• Michael Brolley & David A. Cimon, 2018, "Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays," Staff Working Papers, Bank of Canada, number 18-16, DOI: 10.34989/swp-2018-16.
• Edouard Djeutem & Geoffrey R. Dunbar, 2018, "Uncovered Return Parity: Equity Returns and Currency Returns," Staff Working Papers, Bank of Canada, number 18-22, DOI: 10.34989/swp-2018-22.
• Jeffrey Gao & Jianjian Jin & Jacob Thompson, 2018, "The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market," Staff Working Papers, Bank of Canada, number 18-35, DOI: 10.34989/swp-2018-35.
• Radoslav Raykov & Consuelo Silva-Buston, 2018, "Multibank Holding Companies and Bank Stability," Staff Working Papers, Bank of Canada, number 18-51, DOI: 10.34989/swp-2018-51.
• Corey Garriott & Jesse Johal, 2018, "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes, Bank of Canada, number 2018-12, May, DOI: 10.34989/san-2018-12.
• Guillaume Ouellet Leblanc & Rohan Arora, 2018, "How do Canadian Corporate Bond Mutual Funds Meet Investor Redemptions?," Staff Analytical Notes, Bank of Canada, number 2018-14, DOI: 10.34989/san-2018-14.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-31, DOI: 10.34989/san-2018-31.
• Bruno Feunou & James Kyeong & Raisa Leiderman, 2018, "Markets Look Beyond the Headline," Staff Analytical Notes, Bank of Canada, number 2018-37, DOI: 10.34989/san-2018-37.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018, "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes, Bank of Canada, number 2018-39, DOI: 10.34989/san-2018-39.
• Maxime Leboeuf & Daniel Hyun, 2018, "Is the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?," Staff Analytical Notes, Bank of Canada, number 2018-4, DOI: 10.34989/san-2018-4.
• Thibaut Duprey, 2018, "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes, Bank of Canada, number 2018-6, DOI: 10.34989/san-2018-6.
• Rohan Arora & Nadeem Merali & Guillaume Ouellet Leblanc, 2018, "Did Canadian Corporate Bond Funds Increase their Exposures to Risks?," Staff Analytical Notes, Bank of Canada, number 2018-7, DOI: 10.34989/san-2018-7.
• Xisong Jin, 2018, "How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation," BCL working papers, Central Bank of Luxembourg, number 118, Feb.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Enrique Alberola & Iván Kataryniuk & Ángel Melguizo & René Orozco, 2018, "Fiscal Policy and the Cycle in Latin America: the Role of Financing Conditions and Fiscal Rules," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 36, issue 85, pages 101-116, April, DOI: 10.32468/espe.8506.
• Aleksandar Radivojević, 2018, "Virtuelne Valute Razvoj I Regulacija (Virtual Currencies Develompment And Regulation)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 29, pages 58-71, June.
• Monika Piazzesi & Martin Schneider, 2018, "Payments, credit and asset prices," BIS Working Papers, Bank for International Settlements, number 734, Jul.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Lasse Bork & Stig V. Møller, 2018, "Housing Price Forecastability: A Factor Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 46, issue 3, pages 582-611, September, DOI: 10.1111/1540-6229.12185.
• Kei-Ichiro Inaba, 2018, "Global Stock Return Comovements: Trends and Determinants," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-7, Apr.
• In Do Hwang, 2018, "Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries," Working Papers, Economic Research Institute, Bank of Korea, number 2018-14, May.
• Jungu Yang, 2018, "The Banks' Swansong: Banking and the Financial Markets under Asymmetric Information," Working Papers, Economic Research Institute, Bank of Korea, number 2018-16, Jun.
• Emrah Ismail Cevik & Mehmet Fatih Bugan, 2018, "Regime-dependent relation between Islamic and conventional financial markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 114-121, June.
• Olufemi A. Aluko & Michael Adebayo Ajayi, 2018, "Determinants of banking sector development: Evidence from Sub-Saharan African countries," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 122-129, June.
• Çaðrý Levent Uslu & Burak Evren, 2018, "Liquidity flows, drawdowns and trading networks in order driven markets: An application to Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 176-190, September.
• Laurence J. Kotlikoff, 2018, "The Big Con – Reassessing the "Great" Recession and its "Fix"," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-311, Nov.
• Smirnov Alexander D., 2018, "Stochastic Logistic Model of the Global Financial Leverage," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-20, January, DOI: 10.1515/bejte-2016-0009.
• Lustenberger, Thomas & Rossi, Enzo, 2018, "The Social Value of Information: A Test of a Beauty and Non-Beauty Contest," Working papers, Faculty of Business and Economics - University of Basel, number 2018/05.
• Fabian J. Baier & Paul J.J. Welfens, 2018, "The UK's Banking FDI Flows and Total British FDI: A Dynamic BREXIT Analysis," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei254, Nov.
• Linton, O. & Mahmoodzadeh, S., 2018, "Implications of High-Frequency Trading for Security Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1802, Jan.
• Ramaswamy, R., 2018, "A Decade After Lehman: Taking Stock of Quantitative Easing and Regulation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1824, Apr.
• Woon K. Wong, 2018, "TThe Discount Rate Debate and Its Implications for Defined Benefit Pensions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/12, Dec.
• Woon K. Wong, 2018, "The Discount Rate Debate and Its Implications for Defined Benefit Pensions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/22, Nov.
• Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018, "Commodity Connectedness," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 4, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia, "Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures".
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2018, "When Are Stocks Less Volatile in the Long Run?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-07, Jan, revised Feb 2018.
• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018, "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-30, Apr.
• Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-71, Nov.
• Angélica del Carmen Calle Sarmiento, 2018, "Analysis of the Ownership of Financial Products: Evidence to Contribute to Financial Inclusion in Bolivia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 2, in: María José Roa García & Diana Mejía, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean".
• Angélica del Carmen Calle Sarmiento, 2018, "Análisis de la tenencia de productos financieros: evidencia para contribuir a la inclusión financiera en Bolivia," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 2, in: María José Roa García & Diana Mejía, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe".
• María José Roa García & Diana Mejía (ed.), 2018, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7en, edition 1, ISBN: ARRAY(0x9670d460), December.
• María José Roa García & Diana Mejía (ed.), 2018, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7sp, edition 1, ISBN: ARRAY(0x9666ffd0), December.
• Leonidas Zelmanovitz, 2018, "A model for a Representational Theory of Capital," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 10, issue 19, pages 141-161.
• Frédéric Vrins, 2018, "Sampling the multivariate standard normal distribution under a weighted sum constraint," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2980, Jan, DOI: https://doi.org/10.3390/risks603006.
• Farmer, Roger, 2018, "Pricing Assets in a Perpetual Youth Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12643, Jan.
• Croce, Mariano & Ai, Hengjie & Li, Kai & Diercks, Anthony, 2018, "News Shocks and the Production-Based Term Structure of Equity Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12661, Jan.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12664, Jan.
• Pedersen, Lasse Heje & Skov Jensen, Christian & Lando, David, 2018, "Generalized Recovery," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12665, Jan.
• Beck, Thorsten & Wagner, Wolf & Silva-Buston, Consuelo, 2018, "The Economics of Supranational Bank Supervision," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12764, Mar.
• Reichlin, Pietro & Borri, Nicola, 2018, "Wealth Taxes and Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13067, Jul.
• Giannetti, Mariassunta & Baghai, Ramin & Jager, Ivika, 2018, "Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13151, Sep.
• Cukierman, Alex, 2018, "A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13373, Dec.
• Shuo Cao, 2018, "Learning about Term Structure Predictability under Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_006, Jun.
• Joan Hortalà & Damià Rey, 2018, "Mercados financieros: El “trilema” competencia-calidad-regulación," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 117, pages 99-999, Noviembre.
• Mara Madaleno & Celeste Amorim Varum & Isabel Horta, 2018, "SMEs Performance and Internationalization: A Traditional Industry Approach," Annals of Economics and Finance, Society for AEF, volume 19, issue 2, pages 605-624, November.
• Wahyoe Soedarmono, 2018, "Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 60-70.
• Alejandro Mosiño & Alejandro Tatsuo Moreno-Okuno, 2018, "On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 509-519.
• Harri Pönkä, 2018, "Sentiment and sign predictability of stock returns," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1676-1684.
• Yasuyuki Sawada & Hiroyuki Nakata & Kunio Sekiguchi & Yoko Okuyama, 2018, "Land and Real Estate Price Sensitivity to a Disaster: Evidence from the 2011 Thai Floods," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 89-97.
• Brent J. Davis, 2018, "Does financial well-being affect portfolio construction? Evidence from an online survey," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 362-366.
• Mohammad Q. M. Momani, 2018, "Revisiting the momentum factor in the U.K. stock market," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 528-531.
• Michael E Araki & Marcelo Cabus Klotzle & Antonio C. F. Pinto, 2018, "Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1476-1484.
• Mansokku Lee & Changkuk Jung & Taeyoung Lee, 2018, "Social order and financial development," Economics Bulletin, AccessEcon, volume 38, issue 2, pages 901-907.
• Refk Selmi & Aviral Kumar Tiwari & Shawkat Hammoudeh, 2018, "Efficiency or speculation? A dynamic analysis of the Bitcoin market," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2037-2046.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency varying beta estimation -a continuous wavelets approach-," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 1796-1810.
• Rafael C Gatsios & Fabiano G Lima & Vinícius M Magnani, 2018, "The impact of IFRS adoption on the accuracy and dispersion of analysts' forecasts in the Brazilian stock market," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2389-2398.
• Yu Takata, 2018, "Application of Granularity Adjustment Approximation Method to Incremental Value-at-Risk in Concentrated Portfolios," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2320-2330.
• Juanjuan Zhuo & Masao Kumamoto, 2018, "Threshold effects of population aging on stock prices," Economics Bulletin, AccessEcon, volume 38, issue 4, pages 2313-2319.
• Nymand-Andersen, Per, 2018, "Yield curve modelling and a conceptual framework for estimating yield curves: evidence from the European Central Bank’s yield curves," Statistics Paper Series, European Central Bank, number 27, Feb.
• Caloca, Antonio Rodríguez & Rousová, Linda, 2018, "Disentangling euro area portfolios: new evidence on cross-border securities holdings," Statistics Paper Series, European Central Bank, number 28, May.
• Croce, Mariano & Nguyen, Thien & Raymond, Steve, 2018, "Persistent Government Debt and Risk Distribution," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-02, Nov.
• Chun-Ying Chen & Chun-Hung Chen & Ai-Chi Hsu, 2018, "Cost Efficiency Affects Sustainable Operations," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 90-92.
• Bassam Jaara & Hikmat Alashhab & Osama Omarali Jaara, 2018, "The Determinants of Dividend Policy for Non-Financial Companies in Jordan," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 198-209.
• Fouzan Alqaisi, 2018, "The Impact of the 2008 Global Financial Crisis on the Jordanian Banking Sector," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 3, pages 127-136.
• Noor Nahar Begum & Md Aktar Kamal, 2018, "Exploring the Key Factors Affecting Development of Bond Market in Bangladesh: An Application of Exploratory Factor Analysis (EFA)," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 266-275.
• Sisili Rahman & Biplab Das & Tazrina Farah, 2018, "Identifying Spillover Effect & Bubble in Bangladeshi Asset Markets: An Analysis of Stock Market and Real Estate," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 76-83.
• Hillary Chijindu Ezeaku & Kenneth Chikezie Anyalechi & Josaphat. U.J. Onwumere & E. J. Okereke, 2018, "The Drivers of International Financial Integration and their Implications on the Nigerian Economy: An Error Correction Model Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 30-34.
• Ayman Mahmoud Maaitah, 2018, "The Role of Leadership Style on Turnover Intention," International Review of Management and Marketing, Econjournals, volume 8, issue 5, pages 24-29.
• Ronald Fischer, 2017, "Efectos de la Reforma del Código de Aguas," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 335.
• Eugenia Andreasen & Patricio Valenzuela, 2018, "Investment Opportunities and Corporate Credit Risk," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 336.
• Zhu, Dan & Hodgkinson, Lynn & Wang, Qingwei, 2018, "Academic performance and financial forecasting performance:A survey study," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 45-51, DOI: 10.1016/j.jbef.2018.07.002.
• Bartram, Söhnke M., 2018, "In good times and in bad: Defined-benefit pensions and corporate financial policy," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 331-351, DOI: 10.1016/j.jcorpfin.2017.10.015.
• Chauhan, Gaurav Singh & Huseynov, Fariz, 2018, "Corporate financing and target behavior: New tests and evidence," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 840-856, DOI: 10.1016/j.jcorpfin.2016.10.013.
• Borri, Nicola & Reichlin, Pietro, 2018, "The housing cost disease," Journal of Economic Dynamics and Control, Elsevier, volume 87, issue C, pages 106-123, DOI: 10.1016/j.jedc.2017.12.001.
• McNevin, Bruce D. & Nix, Joan, 2018, "The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors," Economic Modelling, Elsevier, volume 68, issue C, pages 570-585, DOI: 10.1016/j.econmod.2017.03.024.
• Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018, "The financial effects of Trumpism," Economic Modelling, Elsevier, volume 74, issue C, pages 264-274, DOI: 10.1016/j.econmod.2018.05.020.
• Nam, Jouahn & Wang, Jun & Xing, Cunyu & Zhang, Ge, 2018, "Are hated stocks good investments?," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 19-29, DOI: 10.1016/j.najef.2017.10.001.
• Mietzner, Mark & Molterer, Manuel, 2018, "You might not get what you need: The discrepancy between financial advice and commissions in Germany," Economics Letters, Elsevier, volume 162, issue C, pages 167-170, DOI: 10.1016/j.econlet.2017.11.004.
• Momani, Mohammad Q.M., 2018, "Revisiting Pastor–Stambaugh liquidity factor," Economics Letters, Elsevier, volume 163, issue C, pages 190-192, DOI: 10.1016/j.econlet.2017.12.031.
• Phillip, Andrew & Chan, Jennifer S.K. & Peiris, Shelton, 2018, "A new look at Cryptocurrencies," Economics Letters, Elsevier, volume 163, issue C, pages 6-9, DOI: 10.1016/j.econlet.2017.11.020.
• Van Vliet, Ben, 2018, "An alternative model of Metcalfe’s Law for valuing Bitcoin," Economics Letters, Elsevier, volume 165, issue C, pages 70-72, DOI: 10.1016/j.econlet.2018.02.007.
• Symitsi, Efthymia & Chalvatzis, Konstantinos J., 2018, "Return, volatility and shock spillovers of Bitcoin with energy and technology companies," Economics Letters, Elsevier, volume 170, issue C, pages 127-130, DOI: 10.1016/j.econlet.2018.06.012.
• Goedecke, Jann, 2018, "Contagious loan default," Economics Letters, Elsevier, volume 170, issue C, pages 14-18, DOI: 10.1016/j.econlet.2018.05.028.
• Fry, John, 2018, "Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?," Economics Letters, Elsevier, volume 171, issue C, pages 225-229, DOI: 10.1016/j.econlet.2018.08.008.
• Jahanshahloo, Hossein & Spokeviciute, Laima, 2018, "A modification to the WPC model," Economics Letters, Elsevier, volume 171, issue C, pages 76-78, DOI: 10.1016/j.econlet.2018.07.019.
• Takaishi, Tetsuya & Adachi, Takanori, 2018, "Taylor effect in Bitcoin time series," Economics Letters, Elsevier, volume 172, issue C, pages 5-7, DOI: 10.1016/j.econlet.2018.07.046.
• Hou, Shehong & Niu, Yingjie & Yang, Jinqiang, 2018, "Optimal consumption-portfolio rules with biased beliefs," Economics Letters, Elsevier, volume 173, issue C, pages 152-157, DOI: 10.1016/j.econlet.2018.10.003.
• Chaim, Pedro & Laurini, Márcio P., 2018, "Volatility and return jumps in bitcoin," Economics Letters, Elsevier, volume 173, issue C, pages 158-163, DOI: 10.1016/j.econlet.2018.10.011.
• Grjebine, Thomas & Szczerbowicz, Urszula & Tripier, Fabien, 2018, "Corporate debt structure and economic recoveries," European Economic Review, Elsevier, volume 101, issue C, pages 77-100, DOI: 10.1016/j.euroecorev.2017.09.013.
• Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2018, "A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 143-161, DOI: 10.1016/j.ememar.2017.11.005.
• Cayon, Edgardo & Thorp, Susan & Wu, Eliza, 2018, "Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis," Emerging Markets Review, Elsevier, volume 34, issue C, pages 162-174, DOI: 10.1016/j.ememar.2017.11.006.
• Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018, "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, volume 37, issue C, pages 98-113, DOI: 10.1016/j.ememar.2018.06.001.
• Hjalmarsson, Erik, 2018, "Maximal predictability under long-term mean reversion," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 269-282, DOI: 10.1016/j.jempfin.2017.11.006.
• Berg, Kimberly A. & Mark, Nelson C., 2018, "Global macro risks in currency excess returns," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 300-315, DOI: 10.1016/j.jempfin.2017.11.011.
• Dutta, Anupam & Knif, Johan & Kolari, James W. & Pynnonen, Seppo, 2018, "A robust and powerful test of abnormal stock returns in long-horizon event studies," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2018.02.004.
• Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018, "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 81-106, DOI: 10.1016/j.jempfin.2018.09.001.
• Hain, Martin & Hess, Julian & Uhrig-Homburg, Marliese, 2018, "Relative value arbitrage in European commodity markets," Energy Economics, Elsevier, volume 69, issue C, pages 140-154, DOI: 10.1016/j.eneco.2017.11.005.
• Qadan, Mahmoud & Nama, Hazar, 2018, "Investor sentiment and the price of oil," Energy Economics, Elsevier, volume 69, issue C, pages 42-58, DOI: 10.1016/j.eneco.2017.10.035.
• Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018, "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, volume 71, issue C, pages 253-272, DOI: 10.1016/j.eneco.2018.02.020.
• Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018, "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, volume 74, issue C, pages 813-827, DOI: 10.1016/j.eneco.2018.07.027.
• Birge, John R. & Hortaçsu, Ali & Mercadal, Ignacia & Pavlin, J. Michael, 2018, "Limits to arbitrage in electricity markets: A case study of MISO," Energy Economics, Elsevier, volume 75, issue C, pages 518-533, DOI: 10.1016/j.eneco.2018.08.024.
• Reboredo, Juan C. & Ugolini, Andrea, 2018, "The impact of Twitter sentiment on renewable energy stocks," Energy Economics, Elsevier, volume 76, issue C, pages 153-169, DOI: 10.1016/j.eneco.2018.10.014.
• Singh, Vipul Kumar & Nishant, Shreyank & Kumar, Pawan, 2018, "Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility," Energy Economics, Elsevier, volume 76, issue C, pages 48-63, DOI: 10.1016/j.eneco.2018.09.018.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, volume 118, issue C, pages 182-198, DOI: 10.1016/j.enpol.2018.03.074.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018, "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 184-206, DOI: 10.1016/j.irfa.2018.03.005.
• Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2018, "Forecasting multiple-term structures from interbank rates," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 40-56, DOI: 10.1016/j.irfa.2018.02.004.
• Du, Brian & Serrano, Alejandro & Vianna, Andre, 2018, "Institutional development and foreign banks in Chile," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 166-178, DOI: 10.1016/j.irfa.2017.10.001.
• Narayan, S. & Le, T.-H. & Sriananthakumar, S., 2018, "The influence of terrorism risk on stock market integration: Evidence from eight OECD countries," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 247-259, DOI: 10.1016/j.irfa.2018.03.011.
• Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018, "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 117-133, DOI: 10.1016/j.irfa.2018.07.005.
• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018, "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, volume 24, issue C, pages 42-48, DOI: 10.1016/j.frl.2017.06.016.
• Baur, Dirk G. & Dimpfl, Thomas & Kuck, Konstantin, 2018, "Bitcoin, gold and the US dollar – A replication and extension," Finance Research Letters, Elsevier, volume 25, issue C, pages 103-110, DOI: 10.1016/j.frl.2017.10.012.
• Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
• Qian, Ningyu, 2018, "Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds: Evidence from a quasi-natural experiment in China," Finance Research Letters, Elsevier, volume 26, issue C, pages 162-168, DOI: 10.1016/j.frl.2018.01.001.
• Li, Wenwei & Hommel, Ulrich & Paterlini, Sandra, 2018, "Network topology and systemic risk: Evidence from the Euro Stoxx market," Finance Research Letters, Elsevier, volume 27, issue C, pages 105-112, DOI: 10.1016/j.frl.2018.02.016.
• Tong, Zhuoyuan & Wei, Xu, 2018, "Heterogeneous beliefs and diversification discount," Finance Research Letters, Elsevier, volume 27, issue C, pages 148-153, DOI: 10.1016/j.frl.2018.02.006.
• Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018, "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 172-191, DOI: 10.1016/j.jfs.2017.02.005.
• Díaz, Fernando & Ramírez, Gabriel G. & Liu, Liuling, 2018, "Corporate bond clawbacks as contingent capital for banks," Journal of Financial Stability, Elsevier, volume 37, issue C, pages 11-24, DOI: 10.1016/j.jfs.2018.04.007.
• Guo, Jin, 2018, "Co-movement of international copper prices, China's economic activity, and stock returns: Structural breaks and volatility dynamics," Global Finance Journal, Elsevier, volume 36, issue C, pages 62-77, DOI: 10.1016/j.gfj.2018.01.001.
• Aggarwal, Raj & Goodell, John W., 2018, "Sovereign wealth fund governance and national culture," International Business Review, Elsevier, volume 27, issue 1, pages 78-92, DOI: 10.1016/j.ibusrev.2017.05.007.
• Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2018, "Currency matters: Analyzing international bond portfolios," Journal of International Economics, Elsevier, volume 114, issue C, pages 376-388, DOI: 10.1016/j.jinteco.2018.08.001.
• Cardella, Eric & Kalcheva, Ivalina & Shang, Danjue, 2018, "Financial markets and genetic variation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 64-89, DOI: 10.1016/j.intfin.2017.09.009.
• Stenfors, Alexis, 2018, "Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 78-97, DOI: 10.1016/j.intfin.2017.08.001.
• Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad, 2018, "New insights into the US stock market reactions to energy price shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 169-187, DOI: 10.1016/j.intfin.2018.02.004.
• Evans, Martin D.D., 2018, "Forex trading and the WMR Fix," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 233-247, DOI: 10.1016/j.jbankfin.2017.09.017.
• Baldeaux, Jan & Ignatieva, Katja & Platen, Eckhard, 2018, "Detecting money market bubbles," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 369-379, DOI: 10.1016/j.jbankfin.2017.10.017.
• Hsiao, Yu-Jen & Tsai, Wei-Che, 2018, "Financial literacy and participation in the derivatives markets," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 15-29, DOI: 10.1016/j.jbankfin.2017.11.006.
• Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018, "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 92-104, DOI: 10.1016/j.jbankfin.2018.06.001.
• Feng, Zhi-Yuan & Chen, Carl R. & Tseng, Yen-Jung, 2018, "Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 54-74, DOI: 10.1016/j.jbankfin.2018.06.015.
• Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2018, "Cross-commodity news transmission and volatility spillovers in the German energy markets," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 231-243, DOI: 10.1016/j.jbankfin.2017.10.004.
• Maury, Benjamin, 2018, "Sustainable competitive advantage and profitability persistence: Sources versus outcomes for assessing advantage," Journal of Business Research, Elsevier, volume 84, issue C, pages 100-113, DOI: 10.1016/j.jbusres.2017.10.051.
• Corgnet, Brice & Deck, Cary & DeSantis, Mark & Porter, David, 2018, "Information (non)aggregation in markets with costly signal acquisition," Journal of Economic Behavior & Organization, Elsevier, volume 154, issue C, pages 286-320, DOI: 10.1016/j.jebo.2018.08.005.
• Kurmann, André & Rabinovich, Stanislav, 2018, "Dynamic inefficiency in decentralized capital markets," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 231-256, DOI: 10.1016/j.jet.2017.11.003.
• Zhang, Shengxing, 2018, "Liquidity misallocation in an over-the-counter market," Journal of Economic Theory, Elsevier, volume 174, issue C, pages 16-56, DOI: 10.1016/j.jet.2017.11.008.
• Kendall, Chad & Oprea, Ryan, 2018, "Are biased beliefs fit to survive? An experimental test of the market selection hypothesis," Journal of Economic Theory, Elsevier, volume 176, issue C, pages 342-371, DOI: 10.1016/j.jet.2018.04.005.